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RBA Glossary definition for IRS
IRS – Interest rate swaps
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Abbreviations | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
IRD. Interest rate derivatives. IRS. Interest rate swap. LRMF. Liquidity Risk Management Framework.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/abbreviations.html
Standard 18: Tiered Participation Arrangements | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards…
9 Mar 2023
In addition, clearing participants are required to submit daily reports on the identity of customers and the amount of their initial margin for OTC Base products and IRS products, and gross ... CME has self-certified that its account structures for
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-18.html
Standard 5: Collateral | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central Counterparties
9 Mar 2023
CME accepts the following collateral:. For initial margin contributions across Base, IRS and CDS products, CME accepts: US dollar cash, select foreign currencies,. ... The acceptable collateral types, categories and limits described above also apply to
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-5.html
Background | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Interest rate and cross currency swaps (IR/CCSs): these include floating to fixed and fixed to floating rate AUD swaps, and AUD to non-AUD fixed and floating rate swaps;.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/background.html
Standard 1: Legal Basis | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central…
9 Mar 2023
In OTC markets, CME offers CCP services for interest rate swaps (IRS) and credit default swaps (CDS), as well as certain commodity and foreign exchange products. ... For OTC IRS products, additional rules governing service termination in the event the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-1.html
Executive Summary | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
Further improvements to the plans and associated rule changes for CME's over-the-counter (OTC) Interest Rate Swap (IRS) clearing service are expected to be implemented during the next assessment
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/executive-summary.html
Products and Participants in the Australian OTC Derivatives Market | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
With the exception of the non-bank providers of CFDs, all surveyed sell-side participants are active in IR/CCSs, many of these executing in excess of 500 trades per month.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/products-participants.html
Standard 4: Credit Risk | Appendix B1.2 ASX Clear (Futures) | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Since ASX Clear (Futures) clears primarily transactions in exchange-traded futures and OTC IRS derivatives, the Bank does not consider that ASX Clear (Futures) is involved in activities with a complex ... change – either temporary or permanent – in
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-clear-futures/standard-04.html
List of tables | Assessment of ASX Clearing and Settlement (CS) Facilities against the Principles for Financial Market Infrastructures…
9 Mar 2023
Assessment of ASX Clearing and Settlement (CS) Facilities against the Principles for Financial Market Infrastructures (Principles) List of tables. Chapters. Box. Table A1: Allocation of Responsibilities for Principles. Table 1: Systemically
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/principles/assessment-against-principles/asx/2014/tables.html
Standard 9: Money Settlements | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central…
9 Mar 2023
As noted above, CME uses an internal settlement method called Combined Cash Flow for non-USD money settlements arising from futures products (CME does not use this method for IRS obligations). ... CME publishes a list of approved settlement banks, and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-9.html